+408.2%
CCEP vs RNG
+327.7%
+80.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.9% |
| 7D | -3.1% | +5.8% | -8.8% | -3.4% |
| 30D | -2.6% | +19.6% | -22.2% | -3.7% |
| 3M | +14.9% | +67.0% | -52.1% | +10.8% |
| 6M | +2.3% | +88.4% | -86.1% | -2.6% |
| YTD | +17.8% | +155.5% | -137.6% | +9.3% |
| 1Y | +24.2% | +141.7% | -117.5% | +15.5% |
| 3Y | +84.7% | +131.1% | -46.4% | +69.2% |
| 5Y | +103.2% | -70.6% | +173.8% | +108.7% |
| 10Y | +257.4% | +228.2% | +29.2% | +183.8% |
| All | +408.2% | +327.7% | +80.5% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling